other-calendars {bizdays}R Documentation

Calendars from other packages

Description

The packages RQuantLib and timeDate (Rmetrics) have functions to compute business days between 2 dates according to a predefined calendar. bizdays creates calendars based on these functions.

Usage

load_quantlib_calendars(ql_calendars = NULL, from, to)

load_rmetrics_calendars(year)

Arguments

ql_calendars

(QuantLib only) A character vector with the names of QuantLib's calendars. This parameter defaults to NULL, which loads all calendars.

from

(QuantLib only) the start date

to

(QuantLib only) the end date

year

(timeDate Rmetrics only) a vector with years to create the calendars.

Details

To load QuantLib's calendars use load_quantlib_calendars defining which calendar has to be loaded by its name and the range of dates the calendar has to handle. All QuantLib calendars have the QuantLib prefix.

To load Rmetrics' calendars use load_rmetrics_calendars defining the years the calendar has to handle. All Rmetrics calendars have the Rmetrics prefix.

List of calendars

QuantLib Calendars:

Rmetrics Calendars:

Examples

if (require("RQuantLib")) {
 # loading Argentina calendar
 load_quantlib_calendars('Argentina', from='2016-01-01', to='2016-12-31')
 bizdays('2016-01-01', '2016-03-14', 'QuantLib/Argentina')
 # loading 2 calendars
 load_quantlib_calendars(c('UnitedStates/NYSE', 'UnitedKingdom/Settlement'),
                         from='2016-01-01', to='2016-12-31')
 bizdays('2016-01-01', '2016-03-14', 'QuantLib/UnitedStates/NYSE')
 # loading all QuantLib's 50 calendars
 load_quantlib_calendars(from='2016-01-01', to='2016-12-31')
 bizdays('2016-01-01', '2016-03-14', 'QuantLib/Brazil')
}

if (require("timeDate")) {
 # loading all Rmetrics calendar
 load_rmetrics_calendars(2016)
 bizdays('2016-01-01', '2016-03-14', 'Rmetrics/NERC')
 bizdays('2016-01-01', '2016-03-14', 'Rmetrics/NYSE')
}

[Package bizdays version 1.0.8 Index]